General Equilibrium Option Pricing Method: Theoretical and Empirical Study - Jian Chen - Bøker - Springer Verlag, Singapore - 9789811339509 - 29. desember 2018
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General Equilibrium Option Pricing Method: Theoretical and Empirical Study Softcover reprint of the original 1st ed. 2018 edition

Jian Chen

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General Equilibrium Option Pricing Method: Theoretical and Empirical Study Softcover reprint of the original 1st ed. 2018 edition

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.

164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 29. desember 2018
ISBN13 9789811339509
Utgivere Springer Verlag, Singapore
Antall sider 164
Mål 277 g
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